clear

use "/home/scott/Dropbox/Florence_Paper/replication/data/test_currency3.dta", clear





arch diff_logS1 gdf* scrt*, het(gdf* scrt*)  arch(1/1) garch(1/1) vce(cluster group), if Year >  1393

eststo b1


test [HET]gdf2= [HET]gdf3

test [diff_logS1]gdf2= [diff_logS1]gdf3



arch diff_logS1 gdf* scrt* qrt* , het(gdf* scrt* qrt*)  arch(1/1) garch(1/1) vce(cluster group), if Year >  1393

eststo b2


test [HET]gdf2= [HET]gdf3

test [diff_logS1]gdf2= [diff_logS1]gdf3




arch diff_logS1 gdf* scrt* qrt* time_till_sort, het(gdf* scrt* qrt* time_till_sort)  arch(1/1) garch(1/1) vce(cluster group), if Year >  1393

eststo b3

test [HET]gdf2= [HET]gdf3

test [diff_logS1]gdf2= [diff_logS1]gdf3



arch diff_logS1 gdf* scrt* qrt* diff_date, het(gdf* scrt* qrt* diff_date)  arch(1/1) garch(1/1) vce(cluster group), if Year >  1393

eststo b4


test [HET]gdf2= [HET]gdf3

test [diff_logS1]gdf2= [diff_logS1]gdf3







arch diff_logS1 gdf* scrt* qrt* time_till_sort diff_date, het(gdf* scrt* qrt* time_till_sort diff_date)  arch(1/1) garch(1/1) vce(cluster group), if Year >  1393

eststo b5


test [HET]gdf2= [HET]gdf3

test [diff_logS1]gdf2= [diff_logS1]gdf3







estout b1 b2 b3 b4 b5, cells(b(star fmt(5)) se(par fmt(5))) style(tex) stats(r2)  starlevels(* 0.10 ** 0.05 *** 0.01)
